Background conversation, chatter, what have you: just adds life to the world. I feel Stalker did it well. I-War 2, also, though the voice work was a touch cheesy.

Little bits of worldbuilding, like actually having a calendar system that differs from our base 12 system. Or knowing why they use the currency that they use or what products the town produces that makes it worthwhile for people to have set up shop there.

Little things that I'm baffled that long lived series like The Legend of Zelda or Super Mario have failed to really highlight, even in their RPGs. Why are magical glass gems used as currency? What are some Hylian Holidays? Who the hell knows. It helps ruin some of the immersion when the pool of lore is a shallow puddle. But the rest of the immersion is ruined by helpers.

NPCs who seem to have a life and opinion of their own
good puzzles!
great music.
lovely visuals, especially great skies
and flitting fireflies, swimming fish in water scenes, other moving details like that

Personally, I actually dislike this. I would actually prefer a game that requires grinding, even if it's to the extreme of having explicit level gates (you must be level 3 to pass). Alternatively, cap advancement at a point where battles are still challenging (Magic of Scheherezade), or balance the game to still be a challenge at high levels (Elminage Gothic).

One other thing I do appreciate is when games have an auto-name feature. It eliminates the problem of having to think of names for every newly created character.

Personally, I think puzzles work best in two circumstances:

1. In a game that is advertized as a puzzle game. (Like the DROD series, for example.)
2. As a separate gameplay mode that doesn't affect the main game (like Shiren the Wanderer, though that mode has to be cleared to unlock the special "Final Puzzle" dungeon IIRC).

Skippable cutscenes and automatic checkpoint before battle done after cutscene ends not before.

Personally, I prefer having no cutscenes to having skippable ones (though skippable is still vastly better than non-skippable).

The automatic checkpoint has one disadvantage: What if you are not strong enough to beat the boss?

Incidentally, Undertale does something interesting: In some cases, if you die to a boss and then reload, the pre-boss dialogue will be shorter.

I always love history of the world where the game take places. To me they make the world seems so much alive that cool looking place without backstory

Another one (that happens to be a good feature for non-games as well): If the program quits unexpectedly, offering to continue from a special autosave. (Some of the Ys games do this, for example.)

When I said that I was talking about a game forcing you to watch a cutscene before starting a battle again (mostly linear action games where there's only one way to go), like in Enslaved which was a nice game but automatic saving before every cutscene meant that if I died in combat I had to watch it again and cutscenes were unskippable too iirc which made it all the more irritating.

You can finish the DROD-series for me then.
I failed miserably in the middle of the first game already - I was increasingly puzzled.
Damn this series has so many hard puzzles.

Ah, but are they worse than mine?

This. So very much this.

I know it's likely countless hours of work to make it worthwhile, but I appreciate developers who put the effort in to make non-plot crucial NPCs aware of the player and their actions and not just some forgetful kiosk that repeats information to them.

I'm not 100% sure of what you're talking about, but the use of sounds and nonsense to indicate speaking was used quite a bit before that.